Overview

Dataset statistics

Number of variables16
Number of observations4225441
Missing cells1094
Missing cells (%)< 0.1%
Duplicate rows0
Duplicate rows (%)0.0%
Total size in memory515.8 MiB
Average record size in memory128.0 B

Variable types

DateTime1
Numeric13
Categorical2

Warnings

EndOfDayQuote PreviousCloseDate has a high cardinality: 1225 distinct values High cardinality
EndOfDayQuote PreviousExchangeOfficialCloseDate has a high cardinality: 1225 distinct values High cardinality
EndOfDayQuote Open is highly correlated with EndOfDayQuote High and 6 other fieldsHigh correlation
EndOfDayQuote High is highly correlated with EndOfDayQuote Open and 6 other fieldsHigh correlation
EndOfDayQuote Low is highly correlated with EndOfDayQuote Open and 6 other fieldsHigh correlation
EndOfDayQuote Close is highly correlated with EndOfDayQuote Open and 6 other fieldsHigh correlation
EndOfDayQuote ExchangeOfficialClose is highly correlated with EndOfDayQuote Open and 6 other fieldsHigh correlation
EndOfDayQuote PreviousClose is highly correlated with EndOfDayQuote Open and 6 other fieldsHigh correlation
EndOfDayQuote PreviousExchangeOfficialClose is highly correlated with EndOfDayQuote Open and 6 other fieldsHigh correlation
EndOfDayQuote VWAP is highly correlated with EndOfDayQuote Open and 6 other fieldsHigh correlation
EndOfDayQuote Volume is highly skewed (γ1 = 33.97910384) Skewed
EndOfDayQuote Open has 75907 (1.8%) zeros Zeros
EndOfDayQuote High has 75907 (1.8%) zeros Zeros
EndOfDayQuote Low has 75907 (1.8%) zeros Zeros
EndOfDayQuote Close has 75907 (1.8%) zeros Zeros
EndOfDayQuote Volume has 75907 (1.8%) zeros Zeros
EndOfDayQuote ChangeFromPreviousClose has 328137 (7.8%) zeros Zeros
EndOfDayQuote PercentChangeFromPreviousClose has 328137 (7.8%) zeros Zeros
EndOfDayQuote VWAP has 75907 (1.8%) zeros Zeros

Reproduction

Analysis started2021-04-25 04:37:27.981224
Analysis finished2021-04-25 04:43:31.288419
Duration6 minutes and 3.31 seconds
Software versionpandas-profiling v2.11.0
Download configurationconfig.yaml

Variables

Distinct1221
Distinct (%)< 0.1%
Missing0
Missing (%)0.0%
Memory size32.2 MiB
Minimum2016-01-04 00:00:00
Maximum2020-12-30 00:00:00
Histogram with fixed size bins (bins=50)

Local Code
Real number (ℝ≥0)

Distinct3711
Distinct (%)0.1%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean5784.714955
Minimum1301
Maximum9997
Zeros0
Zeros (%)0.0%
Memory size32.2 MiB

Quantile statistics

Minimum1301
5-th percentile2004
Q13683
median6063
Q37809
95-th percentile9644
Maximum9997
Range8696
Interquartile range (IQR)4126

Descriptive statistics

Standard deviation2388.769111
Coefficient of variation (CV)0.412944999
Kurtosis-1.159514415
Mean5784.714955
Median Absolute Deviation (MAD)2026
Skewness-0.009063538488
Sum2.444297174 × 1010
Variance5706217.867
MonotocityIncreasing
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
40941221
 
< 0.1%
99771221
 
< 0.1%
17981221
 
< 0.1%
99861221
 
< 0.1%
99841221
 
< 0.1%
99911221
 
< 0.1%
17951221
 
< 0.1%
99901221
 
< 0.1%
99891221
 
< 0.1%
17931221
 
< 0.1%
Other values (3701)4213231
99.7%
ValueCountFrequency (%)
13011221
< 0.1%
13321221
< 0.1%
13331221
< 0.1%
13521221
< 0.1%
137571
 
< 0.1%
ValueCountFrequency (%)
99971221
< 0.1%
99961221
< 0.1%
99951221
< 0.1%
99941221
< 0.1%
99931221
< 0.1%

EndOfDayQuote Open
Real number (ℝ≥0)

HIGH CORRELATION
ZEROS

Distinct31586
Distinct (%)0.7%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1777.224162
Minimum0
Maximum93400
Zeros75907
Zeros (%)1.8%
Memory size32.2 MiB

Quantile statistics

Minimum0
5-th percentile193
Q1653
median1233
Q32200
95-th percentile4805
Maximum93400
Range93400
Interquartile range (IQR)1547

Descriptive statistics

Standard deviation2378.407548
Coefficient of variation (CV)1.338270995
Kurtosis185.2531319
Mean1777.224162
Median Absolute Deviation (MAD)696
Skewness10.06602813
Sum7509555842
Variance5656822.465
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
075907
 
1.8%
10006024
 
0.1%
12005086
 
0.1%
14004965
 
0.1%
9004961
 
0.1%
15004887
 
0.1%
13004792
 
0.1%
8004730
 
0.1%
17004636
 
0.1%
20004586
 
0.1%
Other values (31576)4104867
97.1%
ValueCountFrequency (%)
075907
1.8%
515
 
< 0.1%
6123
 
< 0.1%
7231
 
< 0.1%
8284
 
< 0.1%
ValueCountFrequency (%)
934001
< 0.1%
914501
< 0.1%
912001
< 0.1%
875601
< 0.1%
872301
< 0.1%

EndOfDayQuote High
Real number (ℝ≥0)

HIGH CORRELATION
ZEROS

Distinct32438
Distinct (%)0.8%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1799.549196
Minimum0
Maximum96000
Zeros75907
Zeros (%)1.8%
Memory size32.2 MiB

Quantile statistics

Minimum0
5-th percentile197
Q1662.3
median1250
Q32230
95-th percentile4865
Maximum96000
Range96000
Interquartile range (IQR)1567.7

Descriptive statistics

Standard deviation2405.297662
Coefficient of variation (CV)1.336611229
Kurtosis184.6144266
Mean1799.549196
Median Absolute Deviation (MAD)704
Skewness10.04155423
Sum7603888954
Variance5785456.844
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
075907
 
1.8%
10003983
 
0.1%
9003715
 
0.1%
14003630
 
0.1%
12003606
 
0.1%
8003600
 
0.1%
17003541
 
0.1%
15003521
 
0.1%
13003466
 
0.1%
7003449
 
0.1%
Other values (32428)4117023
97.4%
ValueCountFrequency (%)
075907
1.8%
643
 
< 0.1%
7154
 
< 0.1%
8318
 
< 0.1%
9224
 
< 0.1%
ValueCountFrequency (%)
960001
< 0.1%
936001
< 0.1%
930301
< 0.1%
928001
< 0.1%
911801
< 0.1%

EndOfDayQuote Low
Real number (ℝ≥0)

HIGH CORRELATION
ZEROS

Distinct32097
Distinct (%)0.8%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1753.97268
Minimum0
Maximum91040
Zeros75907
Zeros (%)1.8%
Memory size32.2 MiB

Quantile statistics

Minimum0
5-th percentile190
Q1643
median1215
Q32172
95-th percentile4750
Maximum91040
Range91040
Interquartile range (IQR)1529

Descriptive statistics

Standard deviation2350.642522
Coefficient of variation (CV)1.340181947
Kurtosis185.8644522
Mean1753.97268
Median Absolute Deviation (MAD)687
Skewness10.0897725
Sum7411308075
Variance5525520.267
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
075907
 
1.8%
10004888
 
0.1%
8003960
 
0.1%
7003896
 
0.1%
12003831
 
0.1%
9003807
 
0.1%
5003749
 
0.1%
14003688
 
0.1%
6003648
 
0.1%
15003484
 
0.1%
Other values (32087)4114583
97.4%
ValueCountFrequency (%)
075907
1.8%
42
 
< 0.1%
551
 
< 0.1%
6162
 
< 0.1%
7326
 
< 0.1%
ValueCountFrequency (%)
910401
< 0.1%
881001
< 0.1%
867801
< 0.1%
864201
< 0.1%
860901
< 0.1%

EndOfDayQuote Close
Real number (ℝ≥0)

HIGH CORRELATION
ZEROS

Distinct32358
Distinct (%)0.8%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1776.606838
Minimum0
Maximum93600
Zeros75907
Zeros (%)1.8%
Memory size32.2 MiB

Quantile statistics

Minimum0
5-th percentile193
Q1653
median1232
Q32200
95-th percentile4806
Maximum93600
Range93600
Interquartile range (IQR)1547

Descriptive statistics

Standard deviation2378.239576
Coefficient of variation (CV)1.338641463
Kurtosis185.3041882
Mean1776.606838
Median Absolute Deviation (MAD)695
Skewness10.06680727
Sum7506947375
Variance5656023.483
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
075907
 
1.8%
10004320
 
0.1%
9003552
 
0.1%
12003468
 
0.1%
8003467
 
0.1%
7003397
 
0.1%
14003393
 
0.1%
5003349
 
0.1%
15003346
 
0.1%
17003218
 
0.1%
Other values (32348)4118024
97.5%
ValueCountFrequency (%)
075907
1.8%
520
 
< 0.1%
6117
 
< 0.1%
7253
 
< 0.1%
8276
 
< 0.1%
ValueCountFrequency (%)
936001
< 0.1%
927001
< 0.1%
924701
< 0.1%
908101
< 0.1%
876701
< 0.1%

EndOfDayQuote ExchangeOfficialClose
Real number (ℝ≥0)

HIGH CORRELATION

Distinct32360
Distinct (%)0.8%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1817.109075
Minimum0
Maximum93600
Zeros3
Zeros (%)< 0.1%
Memory size32.2 MiB

Quantile statistics

Minimum0
5-th percentile252
Q1685
median1267
Q32238
95-th percentile4845
Maximum93600
Range93600
Interquartile range (IQR)1553

Descriptive statistics

Standard deviation2412.717533
Coefficient of variation (CV)1.327778044
Kurtosis186.389476
Mean1817.109075
Median Absolute Deviation (MAD)696
Skewness10.21908323
Sum7678087186
Variance5821205.893
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
10004443
 
0.1%
14003641
 
0.1%
9003636
 
0.1%
12003631
 
0.1%
8003550
 
0.1%
15003505
 
0.1%
7003488
 
0.1%
17003440
 
0.1%
5003398
 
0.1%
13003300
 
0.1%
Other values (32350)4189409
99.1%
ValueCountFrequency (%)
03
 
< 0.1%
520
 
< 0.1%
6117
< 0.1%
7253
< 0.1%
8277
< 0.1%
ValueCountFrequency (%)
936001
< 0.1%
927001
< 0.1%
924701
< 0.1%
908101
< 0.1%
876701
< 0.1%

EndOfDayQuote Volume
Real number (ℝ≥0)

SKEWED
ZEROS

Distinct113493
Distinct (%)2.7%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean428862.0145
Minimum0
Maximum364603200
Zeros75907
Zeros (%)1.8%
Memory size32.2 MiB

Quantile statistics

Minimum0
5-th percentile500
Q17900
median41700
Q3202900
95-th percentile1705800
Maximum364603200
Range364603200
Interquartile range (IQR)195000

Descriptive statistics

Standard deviation2347483.77
Coefficient of variation (CV)5.473750742
Kurtosis2189.189171
Mean428862.0145
Median Absolute Deviation (MAD)39900
Skewness33.97910384
Sum1.812131139 × 1012
Variance5.510680052 × 1012
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
075907
 
1.8%
20033407
 
0.8%
10032053
 
0.8%
40027969
 
0.7%
30025932
 
0.6%
100025429
 
0.6%
60025344
 
0.6%
50024456
 
0.6%
80022444
 
0.5%
70020260
 
0.5%
Other values (113483)3912240
92.6%
ValueCountFrequency (%)
075907
1.8%
10032053
0.8%
10543
 
< 0.1%
1101
 
< 0.1%
11515
 
< 0.1%
ValueCountFrequency (%)
3646032001
< 0.1%
3645660901
< 0.1%
3054320601
< 0.1%
2978313001
< 0.1%
2924760001
< 0.1%
Distinct55
Distinct (%)< 0.1%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1.077953106
Minimum0.05
Maximum36
Zeros0
Zeros (%)0.0%
Memory size32.2 MiB

Quantile statistics

Minimum0.05
5-th percentile0.2
Q11
median1
Q31
95-th percentile2
Maximum36
Range35.95
Interquartile range (IQR)0

Descriptive statistics

Standard deviation0.774316189
Coefficient of variation (CV)0.718320848
Kurtosis224.1103276
Mean1.077953106
Median Absolute Deviation (MAD)0
Skewness10.82342453
Sum4554827.249
Variance0.5995655606
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
13601326
85.2%
2193523
 
4.6%
0.1169576
 
4.0%
0.2101833
 
2.4%
443986
 
1.0%
333990
 
0.8%
0.528329
 
0.7%
510065
 
0.2%
65492
 
0.1%
84279
 
0.1%
Other values (45)33042
 
0.8%
ValueCountFrequency (%)
0.05914
 
< 0.1%
0.1169576
4.0%
0.2101833
2.4%
0.25851
 
< 0.1%
0.2832672
 
< 0.1%
ValueCountFrequency (%)
3628
 
< 0.1%
25527
< 0.1%
18220
 
< 0.1%
161034
< 0.1%
12.0709651
< 0.1%

EndOfDayQuote PreviousClose
Real number (ℝ≥0)

HIGH CORRELATION

Distinct32366
Distinct (%)0.8%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1816.486365
Minimum0
Maximum93600
Zeros613
Zeros (%)< 0.1%
Memory size32.2 MiB

Quantile statistics

Minimum0
5-th percentile252
Q1685
median1266
Q32238
95-th percentile4840
Maximum93600
Range93600
Interquartile range (IQR)1553

Descriptive statistics

Standard deviation2411.214537
Coefficient of variation (CV)1.3274058
Kurtosis185.980995
Mean1816.486365
Median Absolute Deviation (MAD)696
Skewness10.20914686
Sum7675455963
Variance5813955.544
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
10004438
 
0.1%
14003640
 
0.1%
9003637
 
0.1%
12003629
 
0.1%
8003552
 
0.1%
15003508
 
0.1%
7003481
 
0.1%
17003454
 
0.1%
5003398
 
0.1%
13003296
 
0.1%
Other values (32356)4189408
99.1%
ValueCountFrequency (%)
0613
< 0.1%
520
 
< 0.1%
6116
 
< 0.1%
7253
< 0.1%
8276
< 0.1%
ValueCountFrequency (%)
936001
< 0.1%
927001
< 0.1%
908101
< 0.1%
876701
< 0.1%
875601
< 0.1%

EndOfDayQuote PreviousCloseDate
Categorical

HIGH CARDINALITY

Distinct1225
Distinct (%)< 0.1%
Missing613
Missing (%)< 0.1%
Memory size32.2 MiB
2020/09/30
 
7226
2020/09/28
 
3741
2020/07/27
 
3736
2020/12/28
 
3723
2020/10/12
 
3723
Other values (1220)
4202679 

Length

Max length10
Median length10
Mean length10
Min length10

Characters and Unicode

Total characters42248280
Distinct characters11
Distinct categories2 ?
Distinct scripts1 ?
Distinct blocks1 ?
The Unicode Standard assigns character properties to each code point, which can be used to analyse textual variables.

Unique

Unique1 ?
Unique (%)< 0.1%

Sample

1st row2015/12/30
2nd row2016/01/04
3rd row2016/01/05
4th row2016/01/06
5th row2016/01/07
ValueCountFrequency (%)
2020/09/307226
 
0.2%
2020/09/283741
 
0.1%
2020/07/273736
 
0.1%
2020/12/283723
 
0.1%
2020/10/123723
 
0.1%
2020/11/163712
 
0.1%
2020/11/303711
 
0.1%
2020/09/253710
 
0.1%
2020/10/053710
 
0.1%
2020/12/213706
 
0.1%
Other values (1215)4184130
99.0%
Histogram of lengths of the category
ValueCountFrequency (%)
2020/09/307226
 
0.2%
2020/09/283741
 
0.1%
2020/07/273736
 
0.1%
2020/12/283723
 
0.1%
2020/10/123723
 
0.1%
2020/11/163712
 
0.1%
2020/11/303711
 
0.1%
2020/10/053710
 
0.1%
2020/09/253710
 
0.1%
2020/10/063706
 
0.1%
Other values (1215)4184130
99.0%

Most occurring characters

ValueCountFrequency (%)
010242892
24.2%
/8449656
20.0%
27606876
18.0%
16973094
16.5%
81654878
 
3.9%
71631024
 
3.9%
91609152
 
3.8%
61604260
 
3.8%
3952005
 
2.3%
5772477
 
1.8%

Most occurring categories

ValueCountFrequency (%)
Decimal Number33798624
80.0%
Other Punctuation8449656
 
20.0%

Most frequent character per category

ValueCountFrequency (%)
010242892
30.3%
27606876
22.5%
16973094
20.6%
81654878
 
4.9%
71631024
 
4.8%
91609152
 
4.8%
61604260
 
4.7%
3952005
 
2.8%
5772477
 
2.3%
4751966
 
2.2%
ValueCountFrequency (%)
/8449656
100.0%

Most occurring scripts

ValueCountFrequency (%)
Common42248280
100.0%

Most frequent character per script

ValueCountFrequency (%)
010242892
24.2%
/8449656
20.0%
27606876
18.0%
16973094
16.5%
81654878
 
3.9%
71631024
 
3.9%
91609152
 
3.8%
61604260
 
3.8%
3952005
 
2.3%
5772477
 
1.8%

Most occurring blocks

ValueCountFrequency (%)
ASCII42248280
100.0%

Most frequent character per block

ValueCountFrequency (%)
010242892
24.2%
/8449656
20.0%
27606876
18.0%
16973094
16.5%
81654878
 
3.9%
71631024
 
3.9%
91609152
 
3.8%
61604260
 
3.8%
3952005
 
2.3%
5772477
 
1.8%

EndOfDayQuote PreviousExchangeOfficialClose
Real number (ℝ≥0)

HIGH CORRELATION

Distinct32368
Distinct (%)0.8%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1816.563751
Minimum0
Maximum93600
Zeros481
Zeros (%)< 0.1%
Memory size32.2 MiB

Quantile statistics

Minimum0
5-th percentile252
Q1685
median1266
Q32238
95-th percentile4840
Maximum93600
Range93600
Interquartile range (IQR)1553

Descriptive statistics

Standard deviation2411.198993
Coefficient of variation (CV)1.327340695
Kurtosis185.9747645
Mean1816.563751
Median Absolute Deviation (MAD)696
Skewness10.20890305
Sum7675782954
Variance5813880.584
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
10004442
 
0.1%
14003640
 
0.1%
9003638
 
0.1%
12003633
 
0.1%
8003553
 
0.1%
15003505
 
0.1%
7003488
 
0.1%
17003447
 
0.1%
5003398
 
0.1%
13003302
 
0.1%
Other values (32358)4189395
99.1%
ValueCountFrequency (%)
0481
< 0.1%
520
 
< 0.1%
6116
 
< 0.1%
7253
< 0.1%
8276
< 0.1%
ValueCountFrequency (%)
936001
< 0.1%
927001
< 0.1%
908101
< 0.1%
876701
< 0.1%
875601
< 0.1%
Distinct1225
Distinct (%)< 0.1%
Missing481
Missing (%)< 0.1%
Memory size32.2 MiB
2020/09/30
 
7233
2020/09/28
 
3739
2020/07/27
 
3731
2020/12/28
 
3722
2020/10/12
 
3717
Other values (1220)
4202818 

Length

Max length10
Median length10
Mean length10
Min length10

Characters and Unicode

Total characters42249600
Distinct characters11
Distinct categories2 ?
Distinct scripts1 ?
Distinct blocks1 ?
The Unicode Standard assigns character properties to each code point, which can be used to analyse textual variables.

Unique

Unique1 ?
Unique (%)< 0.1%

Sample

1st row2015/12/30
2nd row2016/01/04
3rd row2016/01/05
4th row2016/01/06
5th row2016/01/07
ValueCountFrequency (%)
2020/09/307233
 
0.2%
2020/09/283739
 
0.1%
2020/07/273731
 
0.1%
2020/12/283722
 
0.1%
2020/10/123717
 
0.1%
2020/10/053714
 
0.1%
2020/11/163713
 
0.1%
2020/09/253712
 
0.1%
2020/12/213712
 
0.1%
2020/11/303711
 
0.1%
Other values (1215)4184256
99.0%
Histogram of lengths of the category
ValueCountFrequency (%)
2020/09/307233
 
0.2%
2020/09/283739
 
0.1%
2020/07/273731
 
0.1%
2020/12/283722
 
0.1%
2020/10/123717
 
0.1%
2020/10/053714
 
0.1%
2020/11/163713
 
0.1%
2020/12/213712
 
0.1%
2020/09/253712
 
0.1%
2020/11/303711
 
0.1%
Other values (1215)4184256
99.0%

Most occurring characters

ValueCountFrequency (%)
010243118
24.2%
/8449920
20.0%
27607055
18.0%
16973402
16.5%
81654922
 
3.9%
71631036
 
3.9%
91609331
 
3.8%
61604271
 
3.8%
3952048
 
2.3%
5772421
 
1.8%

Most occurring categories

ValueCountFrequency (%)
Decimal Number33799680
80.0%
Other Punctuation8449920
 
20.0%

Most frequent character per category

ValueCountFrequency (%)
010243118
30.3%
27607055
22.5%
16973402
20.6%
81654922
 
4.9%
71631036
 
4.8%
91609331
 
4.8%
61604271
 
4.7%
3952048
 
2.8%
5772421
 
2.3%
4752076
 
2.2%
ValueCountFrequency (%)
/8449920
100.0%

Most occurring scripts

ValueCountFrequency (%)
Common42249600
100.0%

Most frequent character per script

ValueCountFrequency (%)
010243118
24.2%
/8449920
20.0%
27607055
18.0%
16973402
16.5%
81654922
 
3.9%
71631036
 
3.9%
91609331
 
3.8%
61604271
 
3.8%
3952048
 
2.3%
5772421
 
1.8%

Most occurring blocks

ValueCountFrequency (%)
ASCII42249600
100.0%

Most frequent character per block

ValueCountFrequency (%)
010243118
24.2%
/8449920
20.0%
27607055
18.0%
16973402
16.5%
81654922
 
3.9%
71631036
 
3.9%
91609331
 
3.8%
61604271
 
3.8%
3952048
 
2.3%
5772421
 
1.8%
Distinct4472
Distinct (%)0.1%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean0.2733322747
Minimum-15000
Maximum15000
Zeros328137
Zeros (%)7.8%
Memory size32.2 MiB

Quantile statistics

Minimum-15000
5-th percentile-65
Q1-11
median0
Q311
95-th percentile67
Maximum15000
Range30000
Interquartile range (IQR)22

Descriptive statistics

Standard deviation71.4385091
Coefficient of variation (CV)261.3614114
Kurtosis1606.029605
Mean0.2733322747
Median Absolute Deviation (MAD)11
Skewness1.813435813
Sum1154949.4
Variance5103.460582
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
0328137
 
7.8%
1127777
 
3.0%
-1126146
 
3.0%
2107349
 
2.5%
-2106723
 
2.5%
595085
 
2.3%
-594196
 
2.2%
-1092966
 
2.2%
1092680
 
2.2%
390474
 
2.1%
Other values (4462)2963908
70.1%
ValueCountFrequency (%)
-150001
< 0.1%
-94001
< 0.1%
-70002
< 0.1%
-66401
< 0.1%
-51001
< 0.1%
ValueCountFrequency (%)
150001
< 0.1%
100001
< 0.1%
66001
< 0.1%
63001
< 0.1%
60001
< 0.1%
Distinct34810
Distinct (%)0.8%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean0.04147054047
Minimum-57.854
Maximum112.676
Zeros328137
Zeros (%)7.8%
Memory size32.2 MiB

Quantile statistics

Minimum-57.854
5-th percentile-3.665
Q1-1.03
median0
Q30.995
95-th percentile3.81
Maximum112.676
Range170.53
Interquartile range (IQR)2.025

Descriptive statistics

Standard deviation2.690620861
Coefficient of variation (CV)64.88029406
Kurtosis21.78843732
Mean0.04147054047
Median Absolute Deviation (MAD)1.011
Skewness1.361337039
Sum175231.322
Variance7.239440615
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
0328137
 
7.8%
-0.991846
 
< 0.1%
11830
 
< 0.1%
0.21736
 
< 0.1%
-11721
 
< 0.1%
0.5031701
 
< 0.1%
-0.21667
 
< 0.1%
-1.6391666
 
< 0.1%
1.011645
 
< 0.1%
-0.8261625
 
< 0.1%
Other values (34800)3881867
91.9%
ValueCountFrequency (%)
-57.8541
< 0.1%
-451
< 0.1%
-35.0261
< 0.1%
-33.4841
< 0.1%
-32.2581
< 0.1%
ValueCountFrequency (%)
112.6761
< 0.1%
1001
< 0.1%
96.931
< 0.1%
901
< 0.1%
881
< 0.1%

EndOfDayQuote VWAP
Real number (ℝ≥0)

HIGH CORRELATION
ZEROS

Distinct2342512
Distinct (%)55.4%
Missing0
Missing (%)0.0%
Infinite0
Infinite (%)0.0%
Mean1776.561016
Minimum0
Maximum92285.067
Zeros75907
Zeros (%)1.8%
Memory size32.2 MiB

Quantile statistics

Minimum0
5-th percentile193.006
Q1652.739
median1232.182
Q32200.721
95-th percentile4807.283
Maximum92285.067
Range92285.067
Interquartile range (IQR)1547.982

Descriptive statistics

Standard deviation2377.905649
Coefficient of variation (CV)1.338488028
Kurtosis185.1881907
Mean1776.561016
Median Absolute Deviation (MAD)695.14
Skewness10.06519141
Sum7506753754
Variance5654435.278
MonotocityNot monotonic
Histogram with fixed size bins (bins=50)
ValueCountFrequency (%)
075907
 
1.8%
1400383
 
< 0.1%
2000381
 
< 0.1%
1800302
 
< 0.1%
1700301
 
< 0.1%
3000296
 
< 0.1%
1600286
 
< 0.1%
1000285
 
< 0.1%
1500274
 
< 0.1%
1900266
 
< 0.1%
Other values (2342502)4146760
98.1%
ValueCountFrequency (%)
075907
1.8%
5.0061
 
< 0.1%
5.0171
 
< 0.1%
5.0221
 
< 0.1%
5.0381
 
< 0.1%
ValueCountFrequency (%)
92285.0671
< 0.1%
92108.7961
< 0.1%
89523.6271
< 0.1%
87709.2981
< 0.1%
87199.5931
< 0.1%

Interactions

Correlations

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Missing values

A simple visualization of nullity by column.
Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.
The correlation heatmap measures nullity correlation: how strongly the presence or absence of one variable affects the presence of another.
The dendrogram allows you to more fully correlate variable completion, revealing trends deeper than the pairwise ones visible in the correlation heatmap.

Sample

First rows

EndOfDayQuote DateLocal CodeEndOfDayQuote OpenEndOfDayQuote HighEndOfDayQuote LowEndOfDayQuote CloseEndOfDayQuote ExchangeOfficialCloseEndOfDayQuote VolumeEndOfDayQuote CumulativeAdjustmentFactorEndOfDayQuote PreviousCloseEndOfDayQuote PreviousCloseDateEndOfDayQuote PreviousExchangeOfficialCloseEndOfDayQuote PreviousExchangeOfficialCloseDateEndOfDayQuote ChangeFromPreviousCloseEndOfDayQuote PercentChangeFromPreviousCloseEndOfDayQuote VWAP
02016-01-0413012800.02820.02740.02750.02750.032000.00.12770.02015/12/302770.02015/12/30-20.0-0.7222778.250
12016-01-0513012750.02780.02750.02760.02760.020100.00.12750.02016/01/042750.02016/01/0410.00.3642761.990
22016-01-0613012760.02770.02740.02760.02760.015000.00.12760.02016/01/052760.02016/01/050.00.0002758.867
32016-01-0713012740.02760.02710.02710.02710.031400.00.12760.02016/01/062760.02016/01/06-50.0-1.8122733.471
42016-01-0813012700.02740.02690.02700.02700.026200.00.12710.02016/01/072710.02016/01/07-10.0-0.3692709.122
52016-01-1213012700.02730.02640.02640.02640.027500.00.12700.02016/01/082700.02016/01/08-60.0-2.2222671.927
62016-01-1313012680.02710.02670.02690.02690.020400.00.12640.02016/01/122640.02016/01/1250.01.8942693.235
72016-01-1413012650.02650.02620.02630.02630.029700.00.12690.02016/01/132690.02016/01/13-60.0-2.2302633.502
82016-01-1513012650.02660.02630.02650.02650.011400.00.12630.02016/01/142630.02016/01/1420.00.7602647.544
92016-01-1813012620.02630.02610.02630.02630.017300.00.12650.02016/01/152650.02016/01/15-20.0-0.7552617.110

Last rows

EndOfDayQuote DateLocal CodeEndOfDayQuote OpenEndOfDayQuote HighEndOfDayQuote LowEndOfDayQuote CloseEndOfDayQuote ExchangeOfficialCloseEndOfDayQuote VolumeEndOfDayQuote CumulativeAdjustmentFactorEndOfDayQuote PreviousCloseEndOfDayQuote PreviousCloseDateEndOfDayQuote PreviousExchangeOfficialCloseEndOfDayQuote PreviousExchangeOfficialCloseDateEndOfDayQuote ChangeFromPreviousCloseEndOfDayQuote PercentChangeFromPreviousCloseEndOfDayQuote VWAP
42254312020-12-179997970.01028.0967.01028.01028.0648300.01.0951.02020/12/16951.02020/12/1677.08.0971005.609
42254322020-12-1899971024.01061.01005.01044.01044.0603900.01.01028.02020/12/171028.02020/12/1716.01.5561040.291
42254332020-12-2199971050.01061.01007.01013.01013.0303000.01.01044.02020/12/181044.02020/12/18-31.0-2.9691026.216
42254342020-12-2299971013.01017.0981.0981.0981.0266400.01.01013.02020/12/211013.02020/12/21-32.0-3.159997.675
42254352020-12-239997995.01010.0967.0980.0980.0243400.01.0981.02020/12/22981.02020/12/22-1.0-0.102985.447
42254362020-12-249997995.01037.0995.01025.01025.0332300.01.0980.02020/12/23980.02020/12/2345.04.5921022.925
42254372020-12-2599971018.01072.01018.01065.01065.0426200.01.01025.02020/12/241025.02020/12/2440.03.9021048.806
42254382020-12-2899971080.01096.01050.01072.01072.0391400.01.01065.02020/12/251065.02020/12/257.00.6571073.684
42254392020-12-2999971070.01095.01061.01092.01092.0199000.01.01072.02020/12/281072.02020/12/2820.01.8661081.915
42254402020-12-3099971092.01140.01076.01134.01134.0338900.01.01092.02020/12/291092.02020/12/2942.03.8461119.679